Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-28 0.419187 0.465079 0.516345 0.578351 0.651984 0.737495 0.845608
2025-10-05 0.374977 0.435400 0.507779 0.602501 0.725754 0.884568 1.111600
2025-10-12 0.354009 0.426341 0.518093 0.646575 0.828161 1.086714 1.506528
2025-10-19 0.319312 0.393975 0.492411 0.636924 0.853839 1.187287 1.788499
2025-10-26 0.295680 0.372485 0.477209 0.637594 0.892125 1.313493 2.159770
2025-11-02 0.270435 0.345784 0.451047 0.617370 0.892736 1.376052 2.438434
2025-11-09 0.245658 0.317372 0.419278 0.583924 0.865047 1.380599 2.597206
2025-11-16 0.231292 0.302480 0.405707 0.577020 0.880817 1.469724 2.996616
2025-11-23 0.226585 0.301027 0.411850 0.602431 0.958269 1.704312 3.934874
2025-11-30 0.216548 0.290796 0.403348 0.601780 0.986236 1.840845 4.706189
2025-12-07 0.205505 0.278244 0.390060 0.591066 0.992148 1.927582 5.394027
2025-12-14 0.195541 0.266705 0.377477 0.580153 0.995704 2.009985 6.165694
2025-12-21 0.185099 0.254322 0.363437 0.566688 0.995248 2.092881 7.128370
2025-12-28 0.183010 0.254893 0.370890 0.594419 1.092035 2.496778 10.802688
2026-01-04 0.183688 0.259875 0.386217 0.639702 1.242995 3.177826 20.264169
2026-01-11 0.175885 0.250478 0.375619 0.631095 1.257396 3.389417 26.956917
2026-01-18 0.170143 0.244148 0.369977 0.632146 1.297968 3.738387 41.078331
2026-01-25 0.161948 0.233270 0.355350 0.612336 1.276915 3.809872 51.121769
2026-02-01 0.152519 0.219905 0.335454 0.579351 1.213118 3.654196 51.960692
2026-02-08 0.147244 0.213364 0.327754 0.572554 1.224504 3.877315 77.297563
2026-02-15 0.146434 0.214371 0.334073 0.597686 1.337445 4.740738 285.491574
2026-02-22 0.142470 0.209715 0.329373 0.597048 1.370519 5.196900 1022.018413
2026-03-01 0.137586 0.203236 0.320799 0.586460 1.368966 5.435374 5179.193898